0.55Open1.35Pre Close23 Volume160 Open Interest44.00Strike Price965.00Turnover48.14%IV1.31%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.4388Delta0.2916Gamma98.18Leverage Ratio-0.2267Theta-0.0008Rho-43.08Eff Leverage0.0111Vega